Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.734 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52973.24 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 35005.65 Kr¶

PnL: ---------------------------------------> -113.57 Kr¶

DD now: ---------------------------------> -0.277 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 17:28:26.561007'

Anic Portfolio¶

Today¶

Return: -0.175 %¶

This Week¶

Return: -0.175 %¶

Total¶

Return: 73.421 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.920000 3920.000000 14.000000 0.360000 3906.000000
Humana 40 2.770000 682.400000 10.400000 1.550000 672.000000
BHG Group 49 -1.870000 644.350000 6.860000 1.080000 637.490000
BONESUPPORT HOLDING 10 1.740000 1227.000000 6.000000 0.490000 1221.000000
Balco Group 39 -0.100000 1875.900000 5.850000 0.310000 1870.050000
SynAct Pharma 9 2.570000 647.100000 4.500000 0.700000 642.600000
Indutrade 5 0.650000 1317.500000 0.500000 0.040000 1317.000000
Creades A 7 1.100000 609.000000 0.350000 0.060000 608.650000
NCC B 7 1.140000 652.050000 0.350000 0.050000 651.700000
Addtech B 3 1.930000 698.400000 0.000000 0.000000 698.400000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Latour B 2 0.360000 447.400000 -1.000000 -0.220000 448.400000
Vitrolife 3 -0.710000 673.800000 -1.200000 -0.180000 675.000000
Lundin Gold 7 0.730000 970.200000 -1.400000 -0.140000 971.600000
SCA A 4 -1.060000 596.800000 -1.600000 -0.270000 598.400000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Biotage 4 -0.530000 598.400000 -2.400000 -0.400000 600.800000
Ambea 68 2.260000 2526.880000 -4.080000 -0.160000 2530.960000
Investor A 16 -0.450000 3531.200000 -4.800000 -0.140000 3536.000000
Fortnox 10 -1.290000 660.200000 -5.400000 -0.810000 665.600000
Xvivo Perfusion 3 -1.240000 837.000000 -6.000000 -0.710000 843.000000
Embracer Group B 26 0.860000 653.120000 -6.500000 -0.990000 659.620000
Sdiptech B 3 1.040000 813.000000 -7.200000 -0.880000 820.200000
Lime Technologies 2 5.050000 583.000000 -9.000000 -1.520000 592.000000
Eastnine 6 -0.370000 645.600000 -9.600000 -1.470000 655.200000
Volati 5 0.180000 563.000000 -10.000000 -1.750000 573.000000
NCC A 6 -2.420000 579.600000 -18.000000 -3.010000 597.600000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 35005.650000 -113.570000 -0.27694% 35119.220000

Updated:¶

'2023-06-07 17:28:40.497218'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶